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Результаты поиска Лучшие результаты Alessio Pieri. Pricing options using multifactor stochastic volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 96 с. Дополнительные результаты Luc Bauwens, Christian M. Hafner, Sebastien Laurent. Handbook of Volatility Models and Their Applications (Wiley Handbooks in Financial Engineering and Econometrics). – М.: , 2012. – 568 с. Richard Rendleman. Applied Derivatives: Options, Futures and Swaps. – М.: , 0. – 0 с. Stephen Figlewski, Richard M. Levich. Risk Management: The State of the Art. – М.: , 0. – 0 с. Robert Buff. Uncertain Volatility Models - Theory and Application. – М.: , 0. – 0 с. Luc Bauwens, Pierre Giot. Econometric Modelling of Stock Market Intraday Activities. – М.: , 0. – 0 с. Alan L. Lewis. Option Valuation under Stochastic Volatility : with Mathematica Code. – М.: , 0. – 0 с. Fabio Fornari, Antonio Mele. Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time (Dynamic Modeling and Econometrics in Economics and Finance). – М.: , 0. – 0 с. Tonu Puu. Mathematical Location and Land Use Theory: An Introduction (Advances in Spatial Science). – М.: Springer, 2003. – 362 с. A. G. Malliaris, William A. Brock. Stochastic Methods in Economics and Finance (Handbooks in Economics). – М.: , 0. – 0 с. Marcelo Bianconi, M. Bianconi. Financial Economics, Risk and Information: An Introduction to Methods and Models. – М.: , 0. – 0 с. Mark S. Joshi. The Concepts and Practice of Mathematical Finance. – М.: Cambridge University Press, 2004. – 492 с. Keith Cuthbertson, Dirk Nitzsche. Financial Engineering: Derivatives and Risk Management. – М.: , 0. – 0 с. L. C. G. Rogers, D. Talay. Numerical Methods in Finance (Publications of the Newton Institute). – М.: , 0. – 0 с. Joseph L. McCauley. Dynamics of Markets: Econophysics and Finance. – М.: , 0. – 0 с. Real R & D Options: Theory, Practice and Implementation (Quantitative Finance Series). – М.: , 2003. – 0 с. Riccardo Rebonato. Volatility and Correlation (WILEY FINANCE). – М.: , 0. – 0 с. Patrice Marcotte, Sang Nguyen. Equilibrium and Advanced Transportation Modelling (Centre for Research on Transportation 25th Anniversary Serie). – М.: , 0. – 0 с. Mark Joshi, Mark Broadie, Sam Howison, Neil Johnson, George Papanicolaou. C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk). – М.: , 0. – 0 с. D. N. Shanbhag, C. Radhakrishna Rao. Handbook of Statistics 21: Stochastic Processes: Modeling and Simulation. – М.: , 0. – 0 с. Wim Schoutens. Levy Processes in Finance : Pricing Financial Derivatives (Wiley Series in Probability and Statistics). – М.: , 2003. – 0 с. Costas Courcoubetis. Pricing Communication Networks : Economics, Technology and Modelling (Wiley Interscience Series in Systems and Optimization). – М.: , 2003. – 0 с. Real Options and Investment under Uncertainty : Classical Readings and Recent Contributions. – М.: , 2004. – 0 с. Reinhold Hafner. Stochastic Implied Volatility : A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. Angelika Esser. Pricing in (In)complete Markets : Structural Analysis and Applications (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. Marcelo Bianconi. Financial Economics, Risk and Information: An Introduction to Methods and Models. – М.: , 2003. – 0 с. Juergen Topper. Financial Engineering with Finite Elements (The Wiley Finance Series). – М.: , 2005. – 0 с. Marek Musiela. Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability). – М.: , 2004. – 0 с. Fred E. Benth. Option Theory with Stochastic Analysis : An Introduction to Mathematical Finance (Universitext). – М.: , 2004. – 0 с. Dennis B Posadas. Rice Bowl & Chips : How Asian countries are using the Silicon Valley model to develop technology startups. – М.: , 2005. – 0 с. Erik LA?A?ders. Economic Foundation of Asset Price Processes (ZEW Economic Studies). – М.: , 2004. – 121 с. Hidden Markov Models in Finance (International Series in Operations Research & Management Science). – М.: , 2007. – 184 с. Steven E. Shreve. Stochastic Calculus Models for Finance: Continuous Time Models. – М.: Springer, 2004. – 576 с. X. Sheldon Lin, Society of Actuaries. Introductory Stochastic Analysis for Finance and Insurance (Wiley Series in Probability and Statistics). – М.: , 2006. – 248 с. Jim Gatheral. The Volatility Surface: A Practitioner's Guide. – М.: Wiley, 2006. – 208 с. Jim Davis, Gloria J. Miller, Allan Russell. Information Revolution : Using the Information Evolution Model to Grow Your Business. – М.: , 2006. – 224 с. Burkhard Heer, Alfred MauAYner. Dynamic General Equilibrium Modelling: Computational Methods and Applications. – М.: , 2005. – 539 с. Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics). – М.: , 2005. – 536 с. Matthias R. Fengler. Semiparametric Modeling of Implied Volatility (Springer Finance). – М.: , 2005. – 224 с. Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control (Annals of the International Society of Dynamic Games). – М.: , 2004. – 679 с. Simon Benninga. Financial Modeling, 3rd Edition. – М.: The MIT Press, 2008. – 1168 с. Dan Passarelli. Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit. – М.: , 2008. – 330 с. Rafael De Santiago. Derivatives Markets with Stochastic Volatility: Interest-Rate Derivatives and Value-at-Risk. – М.: , 2008. – 180 с. Douglas Kennedy. Stochastic Financial Models (Chapman & Hall/CRC Financial Mathematics Series). – М.: , 2010. – 264 с. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics). – М.: , 2010. – 384 с. Guillermo Benavides. Commodity Prices, Options and Futures Behaviour: The Cases of Corn and Wheat with an Application to the Mexican (ASERCA) Scheme. – М.: , 2010. – 308 с. Jane Hillston. A Compositional Approach to Performance Modelling (Distinguished Dissertations in Computer Science). – М.: , 0. – 0 с. Pierre Henry-Labordere. Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2008. – 400 с. Harold J. Kushner. Numerical Methods for Controlled Stochastic Delay Systems (Systems & Control: Foundations & Applications). – М.: , 2008. – 282 с. Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir. – М.: , 2010. – 472 с. Stochastic Physics and Climate Modelling (Italian Edition). – М.: , 2010. – 496 с. John R. Miron. The Geography of Competition: Firms, Prices, and Localization. – М.: , 2010. – 428 с. David Insua. Bayesian Analysis of Stochastic Process Models. – М.: , 2011. – 320 с. Evdokia Xekalaki. ARCH Models for Financial Applications. – М.: , 2010. – 558 с. Don Kulasiri. Stochastic Dynamics. Modeling Solute Transport in Porous Media. – М.: , 2010. – 252 с. SHANBHAG. STOCHASTIC PROCESSES; MODELING AND SIMULATION HSHANDBOOK OF STATISTICS VOLUME 21 (HS). – М.: , 2010. – 0 с. Huu Tue Huynh, Van Son Lai, Issouf Soumare. Stochastic Simulation and Applications in Finance with MATLAB Programs. – М.: Wiley, 2008. – 356 с. Ken O. Kortanek. Building and Using Dynamic Interest Rate Models. – М.: , 2001. – 236 с. Nancy Stokey. The Economics of Inaction – Stochastic Control Models with Fixed Costs. – М.: , 2008. – 288 с. Andrea Pascucci. PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series). – М.: , 2011. – 738 с. Advanced Options Trading. – М.: , 2011. – 304 с. Trading Options As A Professional: Techniques For Market Makers And Experienced Traders. – М.: , 2011. – 0 с. All About Options, 3E. – М.: , 2011. – 256 с. Value-Based Pricing: Drive Sales And Boost Your Bottom Line By Creating, Communicating And Capturing Customer Value. – М.: , 2011. – 288 с. Simon Benninga. Financial Modeling (+ CD-ROM). – М.: The MIT Press, 2013. – 1166 с. Mark Barnes. Examination of Gold Thin Film Growth Using the Charged Cluster Model. – М.: LAP Lambert Academic Publishing, 2012. – 132 с. Maryam Mohammadi,Fardokht Nassiri and Afagh Malek. Optimization Models for Solving Lot-Sizing Problems. – М.: LAP Lambert Academic Publishing, 2012. – 344 с. Kemal Yildizdag. THM Modelling Manual of a 2D Tunnel for Disposal of Waste Repositories. – М.: LAP Lambert Academic Publishing, 2010. – 96 с. Daniel Izevbuwa Osasogie and Reuben Adeolu Alabi. Fertilizer Use and Efficiency of Rice Production. – М.: LAP Lambert Academic Publishing, 2012. – 148 с. Rahmat Zarkami. Habitat suitability modelling of northern pike (Esox lucius). – М.: LAP Lambert Academic Publishing, 2012. – 260 с. Valeri Natanelov. Biofuel Markets, Policy, and Price Risk Management. – М.: LAP Lambert Academic Publishing, 2011. – 100 с. Stephy Thomas. Stochastic Modelling Using Markov Chains. – М.: LAP Lambert Academic Publishing, 2012. – 120 с. Zhigang Tong. Option Pricing with Long Memory Stochastic Volatility Models. – М.: LAP Lambert Academic Publishing, 2013. – 184 с. Srinivasa Rao Vatluri. Stochastic Models in Graded Manpower systems. – М.: LAP Lambert Academic Publishing, 2013. – 148 с. Chibuzo Amaefula. Impacts of Macroeconomic Factors on stock returns and volatility. – М.: LAP Lambert Academic Publishing, 2014. – 256 с. Abdelilah Jraifi. Numerical Analysis Of Stochastic Volatility Jump Diffusion Models. – М.: LAP Lambert Academic Publishing, 2014. – 104 с. Mohamed Kharrat. American Option Pricing Using Malliavin Calculus. – М.: LAP Lambert Academic Publishing, 2014. – 108 с. Haroon Barakat,El- Sayed Nigm and Osama Khaled. Evaluation of Air Pollutants Using Bootstrapping Extremes Models. – М.: LAP Lambert Academic Publishing, 2014. – 132 с. Ayhan Yuksel. Credit Risk Modeling. – М.: LAP Lambert Academic Publishing, 2010. – 164 с. Abdulwahab Bukhari and Christopher Jablonowski. Relating Price Model Assumptions to Decisions. – М.: LAP Lambert Academic Publishing, 2012. – 200 с. Prof Magid Maatallah. Stochastic Financial Models. – М.: LAP Lambert Academic Publishing, 2011. – 60 с. Magid Maatallah. Large deviations in risk management. – М.: LAP Lambert Academic Publishing, 2011. – 68 с. Brian Oduor,Benard Okelo and Silas Onyango. Financial mathematics. – М.: LAP Lambert Academic Publishing, 2011. – 72 с. Alessio Pieri. Pricing options using multifactor stochastic volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 96 с. Shashank Singh and Rangavajhala Subbaiah. Stochastic Disaggregation Modelling of Rainfall series. – М.: LAP Lambert Academic Publishing, 2013. – 140 с. Stefanos Giakoumatos. BAYESIAN STOCHASTIC VOLATILITY MODELS. – М.: LAP Lambert Academic Publishing, 2010. – 240 с. Patrycja Przytula and Natalia Chudzikiewicz. The impact of estimation errors on the option pricing. – М.: LAP Lambert Academic Publishing, 2011. – 92 с. Mohammed Mesabbah. Parameters Estimation Using Bootstrapping For System Dynamics Models. – М.: LAP Lambert Academic Publishing, 2014. – 132 с. Henry Obeng Tawiah and Peterson Owusu Junior. Interest Rate Derivatives. – М.: LAP Lambert Academic Publishing, 2012. – 60 с. Levi Mbugua. Modeling Energy Demand using Nonparametric and Extreme Value Theory. – М.: LAP Lambert Academic Publishing, 2014. – 148 с. Karl Shen. A Glimpse at the Mathematics of Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2010. – 80 с. GABRIELA MIRCEA,MIHAELA NEAMTU and DUMITRU OPRIS. Uncertain, stochastic and fractional dynamical systems with delay. – М.: LAP Lambert Academic Publishing, 2011. – 176 с. Julien Guyon. Probabilistic Modeling in Finance and Biology. – М.: LAP Lambert Academic Publishing, 2010. – 172 с. Wen Cheng. Analytical Green's Function Approximation and Option Pricing. – М.: LAP Lambert Academic Publishing, 2011. – 180 с. R. Akila and K. Balu. Design and Development of a Stochastic 2D Model for Static Mixer. – М.: Scholars' Press, 2014. – 128 с. Mario Dell'Era. Geometrical Approximation and Perturbative methods for PDEs in Finance. – М.: LAP Lambert Academic Publishing, 2012. – 148 с. Reuben David and Chibuike Ngene Nnamani. Modelling Exchange Rate Volatility:. – М.: LAP Lambert Academic Publishing, 2012. – 76 с. Sidagam Naresh. Some Stochastic Insurance Models on Number of Claims. – М.: LAP Lambert Academic Publishing, 2014. – 124 с. sarkhosh seddighi chaharborj,Mohd Rizam Abu Bakar and Noor Akma Ibrahim. Deterministic and Stochastic Models for HIV. – М.: LAP Lambert Academic Publishing, 2014. – 116 с. Liang Tan. Numerical Evaluation of American Options. – М.: LAP Lambert Academic Publishing, 2009. – 176 с. Chun Man CHAN. Applied Statistical Methods in Weak Unsteady Signals. – М.: LAP Lambert Academic Publishing, 2009. – 144 с. Reuben Mwamakimbullah. Building Living Simulation Models for Business Success. – М.: Scholars' Press, 2014. – 108 с. Lekan Amusan. Neural Network-Based Predictive Cost Model for Building Works. – М.: LAP Lambert Academic Publishing, 2012. – 328 с. Rajendra Purohit. Performance Evolution of IP SAN using Mirroring. – М.: LAP Lambert Academic Publishing, 2012. – 68 с. Valdis Vitolins and Audris Kalnins. Business Process Modeling Using a Metamodeling Approach. – М.: LAP Lambert Academic Publishing, 2014. – 56 с. Olugbenga Oluwagbemi. A Stochastic Computational Model for Anopheles metapopulation dynamics. – М.: LAP Lambert Academic Publishing, 2013. – 184 с. Gidey Hailu Tesfay,Girma Tadesse and Semaw Ferede. Predictive Modeling for HIV Testing Using Data Mining techniques. – М.: LAP Lambert Academic Publishing, 2014. – 100 с. Hassan Abdelbary. Forecast Stock Index using Neural Networks and Evolutionary Computing. – М.: LAP Lambert Academic Publishing, 2013. – 72 с. Ian McCarthy. Theory and Applications of Consumer Search Models. – М.: LAP Lambert Academic Publishing, 2010. – 132 с. Mehmet Ali KARADAG and Huseyin SENTURK. Regime Switching Volatility Models. – М.: LAP Lambert Academic Publishing, 2010. – 100 с. Guillermo Benavides. Commodity Prices, Options and Futures Behaviour. – М.: LAP Lambert Academic Publishing, 2010. – 308 с. Jesper Boer. Modeling Volatility in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 88 с. Radek Janhuba. Volatility Spillovers in New Member States: A Bayesian Model. – М.: LAP Lambert Academic Publishing, 2013. – 84 с. IOANNIS NEOKOSMIDIS. VOLATILITY MODELLING AND TIME SERIES ANALYSIS. – М.: LAP Lambert Academic Publishing, 2010. – 88 с. Jeremy Berros. AMERICAN OPTION PRICING IN A JUMP-DIFFUSION MODEL. – М.: LAP Lambert Academic Publishing, 2010. – 60 с. Ming Dong. Pricing China''s Crude Oil Futures. – М.: LAP Lambert Academic Publishing, 2011. – 60 с. Krassimir Petrov. A Bayesian Vector Autoregresive Model of the U.S. Dairy Industry. – М.: LAP Lambert Academic Publishing, 2009. – 176 с. Ahmed Shamiri. Comparing the Accuracy Forecasts from Competing GARCH models. – М.: LAP Lambert Academic Publishing, 2010. – 200 с. Federico Porrez Padilla. Maize and Sugar Prices: The Effects on Ethanol Production. – М.: LAP Lambert Academic Publishing, 2011. – 60 с. Giovanni Schiesari. Volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 140 с. Mohamed Ismail. Performance of Data Envelopment and Stochastic Frontier Models. – М.: LAP Lambert Academic Publishing, 2012. – 196 с. Veli-Matti Ahoranta. Implied Volatility Functions. – М.: LAP Lambert Academic Publishing, 2010. – 72 с. Antanas Buracas,Aleksandras Vytautas Rutkauskas and Ludhiyani Joshi. Metaeconomics: Stochastics & Nanotech. – М.: LAP Lambert Academic Publishing, 2015. – 236 с. Ahammad Hossain,Ayub Ali and Md. Kamruzzaman. Volatility Analysis and Forecasting Volume Data of DSE. – М.: LAP Lambert Academic Publishing, 2015. – 176 с. Evis Kushi. Information Asymmetry, Quality and Prices in the Tourism Market. – М.: LAP Lambert Academic Publishing, 2010. – 236 с. Amsalu Mitiku Bora. The Impact of Food Price Inflation on Rural Households' Food Security. – М.: LAP Lambert Academic Publishing, 2012. – 124 с. Rania Jammazi. Understanding the Oil price–Stock market return nexus. – М.: Scholars' Press, 2014. – 180 с. Martin Hrachovec. Residential Real Estate Market During the Financial Crisis. – М.: LAP Lambert Academic Publishing, 2012. – 104 с. Daniel Bencik. Range-based Volatility Estimation and Forecasting. – М.: LAP Lambert Academic Publishing, 2012. – 96 с. Ravindra Chitlangi. Hedging & Pricing of Options using least squares through simulation. – М.: LAP Lambert Academic Publishing, 2011. – 64 с. BANU DINCER. IAS/IFRS and Information Asymmetry. – М.: LAP Lambert Academic Publishing, 2011. – 136 с. CHETAN DESAI. Consumer Attitudes towards Pricing Strategies Used By Western Union. – М.: LAP Lambert Academic Publishing, 2010. – 152 с. Joy Tuscano. Models for analysis of investments in residential real estate. – М.: LAP Lambert Academic Publishing, 2011. – 64 с. Prashant Joshi. Volatility and Volatility Models with R. – М.: LAP Lambert Academic Publishing, 2014. – 100 с. Vipul Kumar Singh. Applicability of Options Pricing Models. – М.: LAP Lambert Academic Publishing, 2013. – 188 с. Jung-Suk Yu. The Fine Structure of Asset Returns, Jumps, and Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2013. – 128 с. Mthuli Ncube and . Sambulo Malumisa. Jump Diffusion and Stochastic Volatility Models in Securities Pricing. – М.: LAP Lambert Academic Publishing, 2012. – 124 с. J. C. Arismendi. Quantitative Finance. – М.: LAP Lambert Academic Publishing, 2014. – 228 с. K. Prabhakaran and S. Varadaraj. Forecasting Stock Price Volatility - An Indian Perspective. – М.: LAP Lambert Academic Publishing, 2014. – 196 с. Stephane Chretien. Essays on Asset Pricing with Stochastic Discount Factors. – М.: LAP Lambert Academic Publishing, 2012. – 136 с. Ayodele Adebiyi. A Model for Stock Price Prediction using the Soft Computing Approach. – М.: LAP Lambert Academic Publishing, 2012. – 176 с. Лучшие результаты Ничего не найдено Дополнительные результаты Автоматизация функционально-стоимостного управления с применением Hyperion Business Modeling. Д. Исаев, М. Перьков, "Финансовая газета. Региональный выпуск", № 41, 42, октябрь 2004. Risk-based pricing: посткризисные тенденции. А.В. Гидулян, "Банковское кредитование", N 1, январь-февраль 2012 г. Образцы работ
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Ирина, 02.03 Я показала свой дипломный проект моему руководителю, он все прочитал, ему понравилась очень Ваша работа
